-64.8%
WBD vs ESTC
-59.6%
-5.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.0% |
| 7D | -13.0% | +3.7% | -16.7% | -13.8% |
| 30D | -9.7% | -8.6% | -1.1% | -7.5% |
| 3M | -31.7% | +25.1% | -56.8% | -37.2% |
| 6M | -28.1% | +25.7% | -53.8% | -34.5% |
| YTD | +1.7% | +42.7% | -41.0% | -11.7% |
| 1Y | -2.0% | +37.3% | -39.3% | -13.9% |
| All | -64.8% | -59.6% | -5.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling